total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -815,607 18,537,392 109 401,096,069 -0.002

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
5 0291.HK @CHINA288 HK 1.6485 8.0000 0.099 5,306 1.0000 -1 0.0000 -1,000 3.4076 -3,408 3,408 -337
23 1795.TW @LOTUS3 TW 0.8114 3.0000 0.030 1,197 1.0000 -1 -0.0026 -36,000 7.2646 -261,526 261,526 -7,754
49 9001.T @TOBUR1 JP 0.2629 2.0000 -0.016 3,388 -1.0000 1 0.0100 59,200 16.8365 996,719 996,719 -15,469
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.002 1,059 1.0000 -1 -0.0020 -13,000 15.1417 -196,842 196,842 -385
62 ANN.AX @ANSEL3 AU 0.5747 8.0000 -0.112 2,869 -1.0000 0 -0.0000 0 19.6610 0 0 -0
65 0267.HK @CITIC10 HK 1.4192 10.0000 0.175 10,846 1.0000 -1 -0.0041 -296,000 1.3809 -408,744 408,744 -71,726
75 4523.T @EISAI2 JP 0.4933 1.0000 0.009 7,783 1.0000 -1 -0.0007 -2,500 26.6865 -66,716 66,716 -606
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.160 7,314 1.0000 -1 0.0000 -1,500 2.3159 -3,474 3,474 -555
88 1415.HK @COWEL7 HK 2.2892 2.0000 0.015 963 1.0000 -1 -0.0007 -18,000 3.7197 -66,955 66,955 -1,026
89 6805.TW @FOSIT1 TW 1.3546 2.0000 0.012 1,588 1.0000 -1 -0.0020 -7,000 27.9016 -195,311 195,311 -2,371
91 2376.TW @GIGAB3 TW 1.0251 1.0000 0.001 6,074 1.0000 -1 -0.0042 -44,000 9.6465 -424,444 424,444 -588
94 2543.TW @HWANG2 TW 1.2177 3.0000 0.030 672 1.0000 -1 0.0000 -177 2.7357 -484 484 -15
95 3481.TW @INNOL2 TW 0.9651 2.0000 0.019 3,045 1.0000 -1 -0.0007 -183,000 0.3811 -69,740 69,740 -1,292
97 8069.TWO @PRIME74 TW 0.8724 1.0000 0.003 7,540 1.0000 -1 -0.0032 -43,000 7.4518 -320,426 320,426 -935
98 1101.TW @TAIWA69 TW 0.4786 5.0000 0.048 6,000 1.0000 -1 -0.0030 -377,000 0.7945 -299,532 299,532 -14,367
100 2400.HK @XDINC1 HK 1.6896 9.0000 0.148 3,148 1.0000 -1 -0.0007 -10,600 6.3822 -67,651 67,651 -10,043
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.119 2,454 1.0000 -1 0.0000 -1,600 3.2484 -5,197 5,197 -619
103 1963.T @JGCCO1 JP 0.8954 3.0000 0.021 2,208 1.0000 -1 -0.0011 -12,500 8.5062 -106,328 106,328 -2,253
104 4203.T @SUMIT28 JP 0.9836 1.0000 -0.001 2,392 -1.0000 1 0.0047 16,500 28.3451 467,695 467,695 -625
118 1109.HK @CHINA182 HK 1.5604 8.0000 0.120 10,556 1.0000 -1 0.0000 -1,500 3.7006 -5,551 5,551 -668
119 9552.T @MARES1 JP 0.8344 4.0000 0.035 541 1.0000 0 -0.0000 0 9.1257 0 0 0
121 6618.HK @JDHEA1 HK 2.0488 9.0000 0.157 6,101 1.0000 -1 0.0000 -150 5.7771 -867 867 -136
126 8299.TWO @PHISO1 TW 0.9465 1.0000 0.004 3,131 1.0000 -1 -0.0029 -17,000 16.8430 -286,332 286,332 -1,034
136 1833.HK @PAGOO1 HK 1.9252 9.0000 0.135 1,244 1.0000 -1 0.0000 -977 1.2242 -1,196 1,196 -161
138 6979.HK @ZJLDG1 HK 1.7149 3.0000 0.028 2,720 1.0000 -1 0.0000 -1,600 0.8025 -1,284 1,284 -35
140 7181.T @JAPAN373 JP 0.5919 1.0000 0.004 4,416 1.0000 0 0.0000 0 23.5183 0 0 0
148 0189.HK @DONGY26 HK 1.5519 7.0000 0.092 2,322 1.0000 -1 -0.0004 -28,000 1.3401 -37,524 37,524 -3,436
149 0998.HK @CHINA536 HK 0.7461 10.0000 0.177 9,282 1.0000 -1 0.0000 -1,000 0.9745 -975 975 -173
152 5871.TW @CHAIL1 TW 1.1467 3.0000 0.032 7,422 1.0000 -1 -0.0018 -40,000 4.4234 -176,937 176,937 -5,670
155 2327.TW @YAGEO2 TW 0.9113 1.0000 0.001 8,200 1.0000 -1 -0.0010 -6,000 17.0132 -102,079 102,079 -121
160 0019.HK @SWIRE4 HK 0.5700 3.0000 0.031 2,961 1.0000 -1 -0.0093 -105,000 8.8408 -928,280 928,280 -28,968
163 6460.T @SEGAS1 JP 0.4126 2.0000 0.015 3,482 1.0000 -1 -0.0020 -9,600 20.7088 -198,804 198,804 -2,957
165 6952.T @CASIO5 JP 0.5353 3.0000 -0.023 1,859 -1.0000 1 0.0044 56,500 7.8191 441,780 441,780 -9,998
172 0836.HK @CHINA276 HK 0.6193 2.0000 0.016 4,952 1.0000 -1 -0.0153 -606,000 2.5172 -1,525,421 1,525,421 -23,870
177 4816.T @TOEIA1 JP 0.0643 2.0000 0.015 2,175 1.0000 -1 -0.0010 -4,400 22.0357 -96,957 96,957 -1,480
189 4324.T @DENTS4 JP 0.8229 5.0000 0.055 4,438 1.0000 -1 -0.0001 -700 19.1924 -13,435 13,435 -737
203 6055.HK @CHINA2407 HK 1.4044 1.0000 0.009 830 1.0000 -1 -0.0013 -30,000 4.2866 -128,599 128,599 -1,183
212 9688.HK @ZAILA3 HK 1.7800 2.0000 0.013 3,877 1.0000 -1 -0.0044 -126,000 3.4904 -439,796 439,796 -5,890
216 5713.T @SUMIT40 JP 1.7053 1.0000 0.002 6,788 1.0000 -1 -0.0044 -18,800 23.3422 -438,834 438,834 -838
223 3046.T @JINCO1 JP 0.3304 2.0000 0.020 1,231 1.0000 -1 -0.0020 -3,700 54.0229 -199,885 199,885 -3,976
238 2264.T @MORIN6 JP 0.2476 3.0000 -0.021 2,022 -1.0000 1 0.0029 12,600 22.7059 286,094 286,094 -5,912
240 2875.T @TOYOS3 JP 0.4322 1.0000 -0.004 7,087 -1.0000 1 0.0016 2,500 63.9136 159,784 159,784 -653
260 2317.TW @HONHA4 TW 1.2322 6.0000 0.059 77,047 1.0000 -1 -0.0080 -145,000 5.5463 -804,212 804,212 -47,170
262 4912.T @LIONC3 JP 0.1650 1.0000 0.002 2,780 1.0000 -1 -0.0024 -24,600 9.9381 -244,476 244,476 -499
323 5388.TW @SERCO6 TW 1.0341 2.0000 0.011 951 1.0000 -1 -0.0002 -7,000 3.1679 -22,175 22,175 -244
362 2884.TW @ESUNF1 TW 0.5285 2.0000 0.012 19,213 1.0000 -1 -0.0008 -66,000 1.2011 -79,275 79,275 -949
374 4043.T @TOKUY2 JP 0.9448 2.0000 -0.013 1,550 -1.0000 1 0.0002 800 21.5009 17,201 17,201 -219
381 7735.T @DAINI14 JP 1.1751 1.0000 -0.004 8,315 -1.0000 1 0.0005 600 81.8468 49,108 49,108 -209
394 APA.AX @AUSTP9 AU 0.0579 4.0000 -0.037 7,095 -1.0000 1 0.0044 80,967 5.4388 440,366 440,366 -16,233
398 7867.T @TOMYC1 JP 0.6424 1.0000 0.000 1,875 1.0000 -1 -0.0001 -600 21.5347 -12,921 12,921 -5
402 028050.KS @SAMSU34 KR 0.4204 1.0000 -0.002 2,911 -1.0000 1 0.0012 6,594 18.3361 120,908 120,908 -189
403 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.088 259,112 -1.0000 1 0.0029 6,201 46.0753 285,713 285,713 -25,106
404 018260.KS @SAMSU530 KR 0.1756 1.0000 -0.001 6,179 -1.0000 1 0.0017 1,280 133.0903 170,356 170,356 -121
405 066570.KS @LGELE11 KR 0.5231 6.0000 -0.064 5,917 -1.0000 1 0.0005 860 55.6231 47,836 47,836 -3,076
406 7453.T @RYOHI2 JP 0.4456 3.0000 0.026 12,669 1.0000 -1 -0.0065 -14,400 45.1207 -649,738 649,738 -17,196
410 1071.HK @HUADI2 HK 0.7122 6.0000 0.065 746 1.0000 -1 -0.0005 -88,000 0.5490 -48,316 48,316 -3,143
417 3939.HK @WANGU1 HK 0.6421 4.0000 0.040 3,601 1.0000 -1 -0.0008 -20,000 3.9554 -79,108 79,108 -3,172
422 6326.T @KUBOT6 JP 0.8740 1.0000 0.004 12,626 1.0000 -1 -0.0103 -94,000 10.9704 -1,031,222 1,031,222 -4,488
430 1385.HK @SHANG12 HK 2.2071 5.0000 0.057 947 1.0000 -1 -0.0003 -8,000 3.3312 -26,650 26,650 -1,521
431 9868.HK @XPENG2 HK 2.3558 7.0000 0.085 13,207 1.0000 -1 -0.0016 -18,000 9.0191 -162,344 162,344 -13,785
435 0939.HK @CHINA377 HK 0.7917 8.0000 0.111 257,874 1.0000 -1 -0.0209 -1,952,000 1.0726 -2,093,737 2,093,737 -232,077
442 003490.KS @KOREA192 KR 0.3894 8.0000 -0.116 5,164 -1.0000 1 0.0003 1,551 18.9509 29,393 29,393 -3,414
456 9501.T @TOKYO49 JP 0.6011 1.0000 -0.008 5,619 -1.0000 0 0.0000 0 3.4966 0 0 -0
460 CMLT.SI @CAPIT88 SG NaN NaN nan 12,670 NaN -1 -0.0000 -16 1.7316 -28 28 nan
489 1898.HK @CHINA484 HK 0.6600 7.0000 0.086 4,865 1.0000 -1 -0.0012 -102,000 1.1847 -120,841 120,841 -10,450
496 9923.HK @YEAHK1 HK 2.1542 4.0000 0.041 360 1.0000 -1 -0.0001 -8,000 1.7707 -14,166 14,166 -579
497 9901.HK @NEWOR8 HK 1.2482 9.0000 0.165 7,918 1.0000 0 0.0000 0 5.1847 0 0 0
506 TLS.AX @TELST3 AU -0.0401 3.0000 -0.031 36,885 -1.0000 1 0.0003 10,316 3.2397 33,421 33,421 -1,032
507 WDS.AX @WOODS5 AU 0.5720 4.0000 -0.036 30,061 -1.0000 1 0.0058 36,539 15.8322 578,492 578,492 -20,674
517 7013.T @ISHIK5 JP 1.1048 2.0000 0.015 16,016 1.0000 0 0.0000 0 103.5440 0 0 0
522 9602.T @TOHOC3 JP 0.1010 3.0000 0.021 7,208 1.0000 -1 -0.0006 -1,000 56.1013 -56,101 56,101 -1,165
540 9904.TW @POUCH1 TW 0.8572 2.0000 0.013 2,460 1.0000 -1 -0.0002 -25,000 0.9595 -23,989 23,989 -316
562 3563.T @SUSHI3 JP 0.8363 1.0000 0.002 5,526 1.0000 -1 -0.0001 -300 47.6120 -14,284 14,284 -29
566 2388.HK @BOCHO1 HK 0.7219 6.0000 0.065 49,901 1.0000 -1 -0.0037 -78,500 4.7197 -370,500 370,500 -23,906
569 1658.HK @PSBCA1 HK 0.7880 8.0000 0.105 7,963 1.0000 -1 -0.0022 -290,000 0.7427 -215,376 215,376 -22,597
578 6871.T @MICRO72 JP 1.5704 3.0000 -0.025 1,488 -1.0000 1 0.0002 500 37.1662 18,583 18,583 -460
579 6981.T @MURAT5 JP 1.1061 1.0000 0.005 28,432 1.0000 -1 -0.0011 -7,500 14.4840 -108,630 108,630 -526
581 9633.HK @NONGF1 HK 1.2316 8.0000 0.096 19,388 1.0000 0 0.0000 0 5.2038 0 0 0
587 FMG.AX @FORTE6 AU 0.8559 4.0000 -0.036 31,447 -1.0000 0 0.0000 0 10.9824 0 0 -0
604 4062.T @IBIDE3 JP 1.3360 1.0000 -0.007 6,135 -1.0000 1 0.0001 300 43.5568 13,067 13,067 -96
609 3064.T @MONOT5 JP 0.3701 2.0000 0.016 4,585 1.0000 -1 -0.0002 -900 18.2920 -16,463 16,463 -255
613 STO.AX @SANTO10 AU 0.5098 2.0000 -0.014 16,452 -1.0000 1 0.0004 8,796 5.0658 44,559 44,559 -646
621 BHP.AX @BHPBI11 AU 0.7498 5.0000 -0.047 130,862 -1.0000 0 0.0000 0 25.7805 0 0 -0
625 9104.T @MITSU91 JP 0.4104 4.0000 -0.035 11,707 -1.0000 0 0.0000 0 32.2648 0 0 -0
626 6723.T @NECEL1 JP 1.6454 2.0000 0.013 23,738 1.0000 0 0.0000 0 12.6900 0 0 0
646 601390.SH @CHINA696 CN 0.7582 4.0000 0.036 7,311 1.0000 -1 0.0000 -99 0.8092 -80 80 -3
655 601333.SH @GUANG102 CN 0.6873 3.0000 -0.022 1,241 -1.0000 1 0.0000 78 0.4144 32 32 -1
661 600570.SH @HANGZ8 CN 1.9514 5.0000 0.055 7,027 1.0000 -1 0.0000 -80 4.7020 -376 376 -21
664 688252.SH @JADAR3 CN 1.8582 1.0000 -0.001 449 -1.0000 1 0.0000 44 3.3235 146 146 -0
677 688025.SH @SHENZ288 CN 2.4618 NaN nan 948 NaN 1 -0.0000 85 11.5987 986 986 nan
698 300379.ZK @BEIJI135 CN 1.5191 NaN nan 406 NaN -1 -0.0000 -89 0.7269 -65 65 nan
702 300866.ZK @ANKER10 CN 1.7544 2.0000 -0.020 9,235 -1.0000 1 0.0000 9 17.3750 156 156 -3
712 605499.SH @EASTR12 CN 0.4139 5.0000 0.044 20,309 1.0000 -1 0.0000 -30 41.1109 -1,233 1,233 -55
720 603799.SH @ZHEJI183 CN 1.7124 6.0000 0.061 7,217 1.0000 -1 0.0000 -61 5.1722 -316 316 -19
729 000100.ZK @TCLCO2 CN 1.2732 1.0000 0.009 12,410 1.0000 -1 0.0000 -20 0.6279 -13 13 -0
731 688222.SH @HITGE1 CN 2.1357 4.0000 -0.040 744 -1.0000 1 0.0000 36 2.5086 90 90 -4
738 688599.SH @TRINA7 CN 1.7913 3.0000 -0.030 3,305 -1.0000 1 0.0000 89 2.1361 190 190 -6
739 603355.SH @KINGC7 CN 1.5089 3.0000 0.029 687 1.0000 -1 0.0000 -13 3.2370 -42 42 -1
742 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.000 1,163 -1.0000 1 0.0000 48 2.4138 116 116 -0
743 600248.SH @YANGL1 CN 0.8378 5.0000 0.051 675 1.0000 -1 0.0000 -64 0.5469 -35 35 -2
747 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.042 5,675 1.0000 -1 0.0000 -80 7.7576 -621 621 -26
757 601006.SH @DAQIN5 CN 0.2200 2.0000 0.015 9,204 1.0000 -1 0.0000 -46 0.8957 -41 41 -1
761 002291.ZK @FOSHA5 CN 1.8080 4.0000 0.033 721 1.0000 -1 0.0000 -3 0.8776 -3 3 -0
763 603233.SH @DASHE1 CN 0.9080 2.0000 0.010 2,719 1.0000 -1 0.0000 -80 2.3873 -191 191 -2
767 002819.ZK @BEIJI198 CN 1.2986 2.0000 0.011 591 1.0000 -1 0.0000 -91 3.9471 -359 359 -4
779 600547.SH @SHAND33 CN 0.4661 1.0000 0.001 7,603 1.0000 -1 0.0000 -41 4.3825 -180 180 -0
785 000065.ZK @NORIN1 CN 1.4194 8.0000 0.098 786 1.0000 -1 0.0000 -70 1.5292 -107 107 -11
790 300725.ZK @PHARM149 CN 2.3922 2.0000 0.012 1,085 1.0000 -1 0.0000 -25 5.4331 -136 136 -2
799 002241.ZK @GOERT1 CN 1.8469 6.0000 0.068 9,321 1.0000 -1 0.0000 -80 3.1407 -251 251 -17
800 601579.SH @KUAIJ1 CN 0.5923 3.0000 -0.029 526 -1.0000 1 0.0000 95 2.6747 254 254 -7
807 603698.SH @CHANG97 CN 1.0442 1.0000 0.005 498 1.0000 -1 0.0000 -56 2.3231 -130 130 -1
810 002595.ZK @SHAND94 CN 0.6573 1.0000 0.003 6,464 1.0000 -1 0.0000 -95 8.0799 -768 768 -2
854 300310.ZK @GUANG156 CN 2.4991 1.0000 0.003 781 1.0000 -1 0.0000 -34 0.8860 -30 30 -0
866 601988.SH @BANKO22 CN 0.1636 1.0000 0.007 189,748 1.0000 -1 0.0000 -40 0.7953 -32 32 -0
911 002916.ZK @SHENN1 CN 1.8258 8.0000 -0.111 12,276 -1.0000 1 0.0000 30 18.4117 552 552 -61
931 600926.SH @BANKO586 CN 0.5131 4.0000 0.042 11,808 1.0000 -1 0.0000 -87 2.3608 -205 205 -9
944 603986.SH @GIGAD1 CN 1.6477 8.0000 0.096 10,655 1.0000 -1 0.0000 -77 16.0453 -1,235 1,235 -119
973 002371.ZK @BEIJI84 CN 0.8539 1.0000 0.010 18,555 1.0000 -1 0.0000 -55 45.1111 -2,481 2,481 -24
974 601127.SH @CHONG70 CN 1.1171 3.0000 0.022 16,310 1.0000 0 0.0000 0 18.1549 0 0 0
1019 002050.ZK @ZHEJI51 CN 1.8656 2.0000 0.010 7,786 1.0000 0 0.0000 0 3.7253 0 0 0
1033 300769.ZK @SHENZ280 CN 2.5447 9.0000 -0.156 1,228 -1.0000 0 0.0000 0 4.3839 0 0 -0
1040 300396.ZK @DIRUI1 CN 1.7468 8.0000 -0.118 478 -1.0000 0 0.0000 0 1.9924 0 0 -0
1041 300255.ZK @HEBEI12 CN 2.0368 6.0000 -0.060 5,591 -1.0000 0 0.0000 0 6.0833 0 0 -0
1046 000819.ZK @YUEYA1 CN 1.4593 10.0000 -0.189 639 -1.0000 0 0.0000 0 2.5045 0 0 -0
1049 300681.ZK @ZHUHA12 CN 2.4026 7.0000 -0.082 995 -1.0000 0 0.0000 0 3.7853 0 0 -0
1065 BH_n.BK @BUMRU1 TH -0.0389 2.0000 0.011 3,549 1.0000 0 0.0000 0 4.4643 0 0 0
1069 BBL_n.BK @BANGK27 TH 0.2242 9.0000 0.124 8,375 1.0000 -1 -0.0105 -239,500 4.3873 -1,050,762 1,050,762 -130,798
1070 KTB_n.BK @KRUNG9 TH 0.3728 7.0000 0.095 4,124 1.0000 0 0.0000 0 0.6558 0 0 0
1075 GULF_n.BK @GULFD3 TH NaN NaN nan 15,032 NaN -1 -0.0000 -13 1.3239 -17 17 nan